Well, after seeing how big it was, and seeing the rockets just flying to me, I remember screaming " OOOOHHHH SSSHHHIIIITT!!!!!" and running around frantically.

Here's a little story about my first fight with him. The Lost Souls on that level seemed to have a pocket of some kind ready for when I rounded a corner. I got caught in the cloud and couldn't move for just the second the Cyberdemon needed to kill me. Not cool.